Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47530.21 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46135.36 Kr¶

PnL: ---------------------------------------> -753.21 Kr¶

DD now: ---------------------------------> -2.261 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 17:10:37.657490'

Anic Portfolio¶

Today¶

Return: -0.715 %¶

This Week¶

Return: -1.304 %¶

Total¶

Return: 55.602 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.730000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -0.630000 2779.000000 143.000000 5.420000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -0.090000 425.000000 70.000000 19.720000 355.000000
Corem Property Group B 59 -2.150000 643.690000 66.690000 11.560000 576.999999
HMS Networks 2 -1.060000 708.000000 35.000000 5.200000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.510000 547.200000 15.200000 2.860000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.780000 260.160000 14.160000 5.760000 246.000000
Eastnine 4 -1.410000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 -3.780000 554.240000 11.240000 2.070000 543.000000
Karnov Group 9 3.050000 547.200000 11.200000 2.090000 536.000004
Resurs Holding 22 0.110000 584.320000 10.320000 1.800000 573.999998
OEM International B 7 -1.910000 538.300000 10.300000 1.950000 527.999997
Boozt 12 1.990000 1663.200000 9.200000 0.560000 1653.999996
Midsona B 63 -2.080000 592.200000 9.200000 1.580000 582.999984
MedCap 2 -0.930000 426.000000 5.000000 1.190000 421.000000
Intrum 4 -0.750000 532.000000 5.000000 0.950000 527.000000
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
Essity B 2 -0.520000 577.000000 3.000000 0.520000 574.000000
AcadeMedia 12 0.740000 558.960000 1.960000 0.350000 557.000004
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Handelsbanken A 5 -1.930000 546.250000 0.250000 0.050000 546.000000
Fastighetsbolag. Emilshus Pref 21 -3.610000 560.700000 -1.300000 -0.230000 562.000005
Swedbank A 3 -1.480000 561.690000 -2.310000 -0.410000 564.000000
Nordea Bank Abp 29 -1.230000 3448.100000 -5.900000 -0.170000 3453.999992
Securitas B 6 -0.660000 563.280000 -6.720000 -1.180000 570.000000
CTEK 13 0.910000 517.790000 -16.210000 -3.040000 533.999999
International Petroleum Corp. 5 1.460000 520.000000 -74.570000 -12.540000 594.565215
Vivesto 1368 -4.100000 530.780000 -82.220000 -13.410000 612.999432
SAAB B 8 -0.440000 3285.600000 -91.400000 -2.710000 3377.000000
Sampo Oyj SDB 7 -0.830000 3745.000000 -105.000000 -2.730000 3850.000000
OX2 18 -0.640000 1534.500000 -129.500000 -7.780000 1663.999992
Axfood 13 -0.690000 3554.200000 -201.800000 -5.370000 3756.000001
Fasadgruppen Group 35 -1.380000 3507.000000 -304.000000 -7.980000 3810.999990
Ovzon 52 -1.200000 2990.000000 -372.000000 -11.060000 3361.999992
TOTAL 46135.360000 -753.210000 -2.26133% 46888.564618

Updated:¶

'2023-01-13 17:10:50.403932'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶